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Now-casting Spain

Author

Listed:
  • Manu García
  • Juan F. Rubio-Ramírez

Abstract

En este documento se resume la metodología del Nowcasting de Fedea. Se utiliza un modelo dinámico de factores bayesiano para generar predicciones en tiempo real de la tasa de crecimiento interanual del PIB de la economía española durante el trimestre en curso y el siguiente. La predicción incorpora la información disponible en 18 variables macroeconómicas y se actualiza cada vez que se publican nuevos datos de alguna de ellas.

Suggested Citation

  • Manu García & Juan F. Rubio-Ramírez, 2019. "Now-casting Spain," Working Papers 2019-03, FEDEA.
    • Handle: RePEc:fda:fdaddt:2019-03
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    References listed on IDEAS

    as
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    9. Juan Antolin-Diaz & Thomas Drechsel & Ivan Petrella, 2017. "Tracking the Slowdown in Long-Run GDP Growth," The Review of Economics and Statistics, MIT Press, vol. 99(2), pages 343-356, May.
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